In this article, we propose two control charts namely, the “Multivariate Group Runs’ (MV-GR-M)” and the “Multivariate Modified Group Runs’ (MV-MGR-M)” control charts, based on the multivariate normal processes, ...In this article, we propose two control charts namely, the “Multivariate Group Runs’ (MV-GR-M)” and the “Multivariate Modified Group Runs’ (MV-MGR-M)” control charts, based on the multivariate normal processes, for monitoring the process mean vector. Methods to obtain the design parameters and operations of these control charts are discussed. Performances of the proposed charts are compared with some existing control charts. It is verified that, the proposed charts give a significant reduction in the out-of-control “Average Time to Signal” (ATS) in the zero state, as well in the steady state compared to the Hotelling’s T2 and the synthetic T2 control charts.展开更多
In Chen and Liu’s optimum profit model with a traditional production system,they did not consider the effect of product quality on the customer’s demand order quantity,and also ignored the used cost of customers for...In Chen and Liu’s optimum profit model with a traditional production system,they did not consider the effect of product quality on the customer’s demand order quantity,and also ignored the used cost of customers for product.In fact,the customer’s demand quantity is always seriously related to product quality.Hence,in the present paper,we modify Chen and Liu’s model to address the determination of the optimal process parameters by employing the idea of quality loss and single sampling rectifying inspection plan.Assuming that the quality characteristic of the product is normally distributed,Taguchi’s symmetric quadratic quality loss function is applied in evaluating the product quality.Three decision variables,i.e.,the mean of the process characteristic,the production run length of the product and the retailer’s order quantity,are jointly determined in our modified model to maximize the expected total profit of society,which includes both the manufacturer and the retailer.A heuristic solution procedure is developed for this optimization problem,and a numerical example is provided for illustration.From the numerical results,it can be seen that both the sale price per unit and the intercept of the mean demand of the customer are two major(or significant)parameters in the model and should be more accurately estimated in practice.Finally,the quality investment policy is provided to compare its effect on the optimum profit model with quality improvement.展开更多
This paper studies a production system where products are produced continuously and whose specification limits are specified for screening inspection. In this paper, we consider dual quality characteristics and differ...This paper studies a production system where products are produced continuously and whose specification limits are specified for screening inspection. In this paper, we consider dual quality characteristics and different costs associated with each quality characteristic that falls below a lower specification limit or above an upper specification limit. Due to these different costs, the expected total profit will greatly depend on the process parameters, especially a process mean. This paper develops a Markovian-based model for determining the optimum process means with the consideration of dual quality characteristics in a single-stage system. The proposed model is then illustrated through a numerical example and sensitivity analysis is performed to validate the model. The results showed that the optimum process mean for both quality characteristics have a significant effect on the performance of the system. Since the literature survey shows that dealing with multi-quality characteristics is extremely limited, the proposed model, coupled with the Markovian approach, provides a unique contribution to this field.展开更多
An intelligent fuzzy c-means system for process monitoring and recognition of process disturbances during short- circuiting gas metal arc welding （GMAW） is introduced in this paper. The raw measured and statisticall...An intelligent fuzzy c-means system for process monitoring and recognition of process disturbances during short- circuiting gas metal arc welding （GMAW） is introduced in this paper. The raw measured and statistically test data of probability density distribution （ PDD ） and class frequency distribution （ CFD ） of welding electrical parameters are further processed into a 7-dimensional array which is designed to describe various welding conditions, and is employed as input vector of the intelligent fuzzy c-means system. The fuzzy c-means system is used to conduct process monitoring and automatic recognition. The correct recognition rate of 24 test data under 8 kinds of welding condition is 92%.展开更多
Empirical studies show that more and more short-term rate models in capturing the dynamics cannot be described by those classic ones. So the mean-reverting γ-process was correspondingly proposed. In most cases, its c...Empirical studies show that more and more short-term rate models in capturing the dynamics cannot be described by those classic ones. So the mean-reverting γ-process was correspondingly proposed. In most cases, its coefficients do not satisfy the linear growth condition;even they satisfy the local Lipschitz condition. So we still cannot examine its existence of solutions by traditional techniques. This paper overcomes these difficulties. Firstly, through using the function Lyapunov, it has proven the existence and uniqueness of solutions for mean-reverting γ-process when the parameter . Secondly, when , it proves the solution is non-negative. Finally, it proves that there is a weak solution to the mean-reverting γ-process and the solution satisfies the track uniqueness by defining a function ρ. Therefore, the mean-reverting γ-process has the unique solution.展开更多
With the increasing variety of application software of meteorological satellite ground system, how to provide reasonable hardware resources and improve the efficiency of software is paid more and more attention. In th...With the increasing variety of application software of meteorological satellite ground system, how to provide reasonable hardware resources and improve the efficiency of software is paid more and more attention. In this paper, a set of software classification method based on software operating characteristics is proposed. The method uses software run-time resource consumption to describe the software running characteristics. Firstly, principal component analysis (PCA) is used to reduce the dimension of software running feature data and to interpret software characteristic information. Then the modified K-means algorithm was used to classify the meteorological data processing software. Finally, it combined with the results of principal component analysis to explain the significance of various types of integrated software operating characteristics. And it is used as the basis for optimizing the allocation of software hardware resources and improving the efficiency of software operation.展开更多
The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale a...The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.展开更多
文摘In this article, we propose two control charts namely, the “Multivariate Group Runs’ (MV-GR-M)” and the “Multivariate Modified Group Runs’ (MV-MGR-M)” control charts, based on the multivariate normal processes, for monitoring the process mean vector. Methods to obtain the design parameters and operations of these control charts are discussed. Performances of the proposed charts are compared with some existing control charts. It is verified that, the proposed charts give a significant reduction in the out-of-control “Average Time to Signal” (ATS) in the zero state, as well in the steady state compared to the Hotelling’s T2 and the synthetic T2 control charts.
文摘In Chen and Liu’s optimum profit model with a traditional production system,they did not consider the effect of product quality on the customer’s demand order quantity,and also ignored the used cost of customers for product.In fact,the customer’s demand quantity is always seriously related to product quality.Hence,in the present paper,we modify Chen and Liu’s model to address the determination of the optimal process parameters by employing the idea of quality loss and single sampling rectifying inspection plan.Assuming that the quality characteristic of the product is normally distributed,Taguchi’s symmetric quadratic quality loss function is applied in evaluating the product quality.Three decision variables,i.e.,the mean of the process characteristic,the production run length of the product and the retailer’s order quantity,are jointly determined in our modified model to maximize the expected total profit of society,which includes both the manufacturer and the retailer.A heuristic solution procedure is developed for this optimization problem,and a numerical example is provided for illustration.From the numerical results,it can be seen that both the sale price per unit and the intercept of the mean demand of the customer are two major(or significant)parameters in the model and should be more accurately estimated in practice.Finally,the quality investment policy is provided to compare its effect on the optimum profit model with quality improvement.
文摘This paper studies a production system where products are produced continuously and whose specification limits are specified for screening inspection. In this paper, we consider dual quality characteristics and different costs associated with each quality characteristic that falls below a lower specification limit or above an upper specification limit. Due to these different costs, the expected total profit will greatly depend on the process parameters, especially a process mean. This paper develops a Markovian-based model for determining the optimum process means with the consideration of dual quality characteristics in a single-stage system. The proposed model is then illustrated through a numerical example and sensitivity analysis is performed to validate the model. The results showed that the optimum process mean for both quality characteristics have a significant effect on the performance of the system. Since the literature survey shows that dealing with multi-quality characteristics is extremely limited, the proposed model, coupled with the Markovian approach, provides a unique contribution to this field.
基金The authors are grateful to the financial support provided by the National Natural Science Foundation of China under grant No. 51005106, Research Fund for the Doctoral Program of Jiangsu Uni- versity of Science and Technology under grant No. 35060902, A Project Funded by the Priority Academic Program Development of Jiangsu Higher Education Institutions.
文摘An intelligent fuzzy c-means system for process monitoring and recognition of process disturbances during short- circuiting gas metal arc welding （GMAW） is introduced in this paper. The raw measured and statistically test data of probability density distribution （ PDD ） and class frequency distribution （ CFD ） of welding electrical parameters are further processed into a 7-dimensional array which is designed to describe various welding conditions, and is employed as input vector of the intelligent fuzzy c-means system. The fuzzy c-means system is used to conduct process monitoring and automatic recognition. The correct recognition rate of 24 test data under 8 kinds of welding condition is 92%.
文摘Empirical studies show that more and more short-term rate models in capturing the dynamics cannot be described by those classic ones. So the mean-reverting γ-process was correspondingly proposed. In most cases, its coefficients do not satisfy the linear growth condition;even they satisfy the local Lipschitz condition. So we still cannot examine its existence of solutions by traditional techniques. This paper overcomes these difficulties. Firstly, through using the function Lyapunov, it has proven the existence and uniqueness of solutions for mean-reverting γ-process when the parameter . Secondly, when , it proves the solution is non-negative. Finally, it proves that there is a weak solution to the mean-reverting γ-process and the solution satisfies the track uniqueness by defining a function ρ. Therefore, the mean-reverting γ-process has the unique solution.
文摘With the increasing variety of application software of meteorological satellite ground system, how to provide reasonable hardware resources and improve the efficiency of software is paid more and more attention. In this paper, a set of software classification method based on software operating characteristics is proposed. The method uses software run-time resource consumption to describe the software running characteristics. Firstly, principal component analysis (PCA) is used to reduce the dimension of software running feature data and to interpret software characteristic information. Then the modified K-means algorithm was used to classify the meteorological data processing software. Finally, it combined with the results of principal component analysis to explain the significance of various types of integrated software operating characteristics. And it is used as the basis for optimizing the allocation of software hardware resources and improving the efficiency of software operation.
基金Supported by the Foundation for Innovative Research Groups of the National Natural Science Foundation of China(71221061)National Natural Science Foundation of China(11171101)+3 种基金National Social Science Fund of China(11BTJ01115BJY122)Social Sciences Foundation of Ministry of Education of China(12YJAZH173)Aid program for Science and Technology Innovative Research Team in Higher Educational Institutions of Hunan Province
文摘The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigation of this paper will establish a unified way that is applicable both to the case of Ldvy processes and that of the sums of independent random variables. As an application, we present the necessary and sufficient conditions that the discounted stock price process is a martingale.
